+90.1%
FOXA vs CNI
+59.9%
+30.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +2.3% |
| 7D | -3.7% | -1.1% | -2.6% | -3.3% |
| 30D | +5.4% | -3.5% | +8.9% | +7.0% |
| 3M | -3.7% | +2.2% | -5.9% | -4.8% |
| 6M | +12.6% | +15.1% | -2.5% | +4.9% |
| YTD | -10.0% | +24.7% | -34.6% | -19.7% |
| 1Y | +15.0% | +33.4% | -18.3% | -1.0% |
| 3Y | +115.1% | +19.5% | +95.6% | +91.8% |
| 5Y | +93.0% | +12.6% | +80.5% | +72.7% |
| All | +90.1% | +59.9% | +30.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling